Hilbert space methods in probability and statistical inference /

Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.

Bibliographic Details
Main Author: Small, Christopher G.
Other Authors: McLeish, D. L.
Format: eBook
Language:English
Language Notes:English.
Published: New York : Wiley, ©1994.
Series:Wiley series in probability and mathematical statistics. Probability and mathematical statistics.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:Explains how Hilbert space techniques cross the boundaries into the foundations of probability and statistics. Focuses on the theory of martingales stochastic integration, interpolation and density estimation. Includes a copious amount of problems and examples.
Physical Description:1 online resource (xi, 252 pages) : illustrations
Bibliography:Includes bibliographical references (pages 235-244) and index.
ISBN:9781118165539
1118165535
9781118165522
1118165527
1283279991
9781283279994
9786613279996
6613279994